A Proposed Specification Check for p-Hacking

Abel Brodeur, Nikolai Cook and Anthony Heyes

AEA Papers and Proceedings, 2020, vol. 110, 66-69

Abstract: We propose a specification check for p-hacking. More specifically, we advocate the reporting of t-curves and mu-curves—the t-statistics and estimated effect sizes derived from regressions using every possible combination of control variables from the researcher's set—and introduce a standardized and accessible implementation. Our specification check allows researchers, referees, and editors to visually inspect variation in effect sizes, significativity, and sensitivity to the inclusion of control variables. We provide a Stata command that implements the specification check. Given the growing interest in estimating causal effects, the potential applicability of this specification check to empirical studies is large.

JEL-codes: C12 C13 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (6)

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DOI: 10.1257/pandp.20201078

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